Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.45% | 2.33 CHF | 2.34 CHF | 52'000 | 52'000 | 28'446 | 28'446 | 65'672 CHF | 65'961 CHF | 99.99% | 99.99% |
24.04.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 52'000 | 52'000 | 28'794 | 28'794 | 65'922 CHF | 66'211 CHF | 99.54% | 99.54% |
23.04.2024 | 0.46% | 2.31 CHF | 2.32 CHF | 52'000 | 52'000 | 30'144 | 30'144 | 67'438 CHF | 67'741 CHF | 99.23% | 99.23% |
22.04.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 52'000 | 52'000 | 28'724 | 28'724 | 65'993 CHF | 66'282 CHF | 99.86% | 99.86% |
19.04.2024 | 0.44% | 2.43 CHF | 2.44 CHF | 52'000 | 52'000 | 28'426 | 28'426 | 67'696 CHF | 67'984 CHF | 99.99% | 99.99% |
18.04.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 52'000 | 52'000 | 28'765 | 28'765 | 67'680 CHF | 67'968 CHF | 99.98% | 99.98% |
17.04.2024 | 0.45% | 2.33 CHF | 2.34 CHF | 52'000 | 52'000 | 28'701 | 28'701 | 65'807 CHF | 66'096 CHF | 99.15% | 99.15% |
16.04.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 52'000 | 52'000 | 28'856 | 28'856 | 67'472 CHF | 67'764 CHF | 99.63% | 99.63% |
15.04.2024 | 0.39% | 2.47 CHF | 2.48 CHF | 52'000 | 52'000 | 27'697 | 27'697 | 71'097 CHF | 71'375 CHF | 99.59% | 99.59% |
12.04.2024 | 0.38% | 2.78 CHF | 2.79 CHF | 48'000 | 48'000 | 26'717 | 26'717 | 73'012 CHF | 73'282 CHF | 99.06% | 99.06% |